+104.3%
MDLZ vs DBX
+15.6%
+88.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -0.4% | -6.3% | +5.9% | +0.2% |
| 30D | +8.2% | -5.9% | +14.1% | +8.8% |
| 3M | +8.0% | -0.4% | +8.3% | +7.9% |
| 6M | +9.7% | +29.8% | -20.1% | +6.8% |
| YTD | +26.9% | +20.5% | +6.3% | +24.0% |
| 1Y | +20.9% | +8.7% | +12.2% | +19.4% |
| 3Y | +5.3% | +25.9% | -20.6% | +0.7% |
| 5Y | +21.4% | +24.2% | -2.8% | +14.6% |
| All | +104.3% | +15.6% | +88.7% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling